You can reach Sessriem Canyon by turning left immediately at the park entrance. There is no shuttle service, which means you drive the 4km over a very rough gravel road in your own off-road vehicle (!!).
The canyon itself is very impressive. A path leads down from the parking lot. Good footwear is still recommended.
Once you get to the bottom you can go in both directions. It is worth it!
Ideally after the morning trip to Sossusvlei, the shade in the canyon is good!